Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.80% | 132.98 CHF | 134.05 CHF | 2,250 | 2,500 | 2,251 | 2,500 | 300,796 CHF | 336,768 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 134.54 CHF | 135.62 CHF | 2,500 | 2,433 | 2,500 | 2,433 | 332,904 CHF | 326,600 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 133.11 CHF | 134.18 CHF | 2,000 | 2,500 | 2,331 | 2,500 | 309,365 CHF | 334,552 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 132.18 CHF | 133.24 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 328,871 CHF | 331,515 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 131.04 CHF | 132.09 CHF | 2,300 | 2,500 | 2,339 | 2,500 | 308,660 CHF | 332,601 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 132.31 CHF | 133.37 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 330,901 CHF | 333,552 CHF | 99.05% | 99.05% |
05/07/2024 | 0.80% | 132.42 CHF | 133.48 CHF | 2,474 | 2,500 | 2,476 | 2,500 | 328,238 CHF | 334,151 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 132.38 CHF | 133.44 CHF | 2,050 | 2,500 | 2,156 | 2,500 | 284,877 CHF | 333,053 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 131.00 CHF | 132.05 CHF | 2,476 | 2,500 | 2,499 | 2,500 | 325,989 CHF | 328,750 CHF | 99.95% | 99.95% |
02/07/2024 | 0.80% | 129.27 CHF | 130.31 CHF | 2,460 | 2,423 | 2,483 | 2,476 | 319,505 CHF | 321,180 CHF | 100.00% | 100.00% |